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Equity Returns and the Business Cycle : The Role of Supply and Demand Shocks

Velazquez, Alfonso Mendoza - 2013

The equity premium in the UK appears to have risen significantly since the start of the financial crisis and the associated extended recession. This paper examines the relationship between the business cycle and equity market returns to see how robust this association is. Several classifications...

Persistent link: https://www.econbiz.de/10013081975